An Optimization Approach to Study the Distribution of the Coefficient of Determination, R2.

Abstract

The empirical model builder utilizing regression techniques frequently relies on the coefficient of determination, R sub 2 , to measure goodness of fit. Costing and pricing analysts using such variable selection techniques frequently encounter inflated R sub 2 values. This paper examines the space within which the regression model operates and presents practical optimization algorithms to help assess the amount of confidence that can be placed in R sub 2 for a particular set of candidate predictor variables. The algorithms describe a technique using linear programming to find the lowest value of R sub 2 possible using the given set of data. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1982
Accession Number
ADA124586

Entities

People

  • Jeffery Donald Vick

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Air Platforms
  • Weapons Technologies

DTIC Thesaurus Topics

  • Algebra
  • Algorithms
  • Coefficients
  • Computer Programming
  • Equations
  • Inequalities
  • Linear Algebra
  • Linear Programming
  • Marine Corps
  • Mathematics
  • Operations Research
  • Optimization
  • Schools
  • Standardization
  • Standards
  • United States
  • Vector Spaces

Readers

  • Government Contracting/Procurement.
  • Regression Analysis.
  • Systems Analysis and Design

Technology Areas

  • Space